I tie a reef knot, but loop it around twice in Step 3 of the video. The knot still comes undone with a simple pull of the loose end, but will not come undone at all through normal shoe usage. It stays on much better, and is a small change to make the knot tighter, doesnt bulk it up like a double knot.
Someone showed me that in Junior high, and Ive tied my shoes like that ever since.